MVV_LinearRegression





//+------------------------------------------------------------------+
//|                                    MVV_LinearRegression+STOP.mq4 |
//+------------------------------------------------------------------+

#property indicator_chart_window

extern string _FixedDateTime = "2008.02.01 15:00";
extern color STOP_Color = Red;
extern color _TrendLineColor = Black;
extern int LR_WIDTH = 1;
int _N_Time;

//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init() {
//----
 IndicatorShortName("MVV_LinearRegression+STOP ("+_FixedDateTime+")");
  //----------------------LR------------------------------
  ObjectCreate("LR("+_FixedDateTime+")",4,0,Time[0],0,Time[0],0);
  ObjectSet("LR("+_FixedDateTime+")",OBJPROP_COLOR,_TrendLineColor); 
  ObjectSet("LR("+_FixedDateTime+")",OBJPROP_RAY,1);
  ObjectSet("LR("+_FixedDateTime+")",OBJPROP_STYLE,STYLE_SOLID);
  ObjectSet("LR("+_FixedDateTime+")",OBJPROP_WIDTH,LR_WIDTH);
  _N_Time = 0;
  ObjectCreate("STOP("+_FixedDateTime+")",OBJ_ARROW,0,iTime(NULL, 0,0),0,0,0,0,0);                     
  ObjectSet("STOP("+_FixedDateTime+")",OBJPROP_ARROWCODE,SYMBOL_RIGHTPRICE);
  ObjectSet("STOP("+_FixedDateTime+")",OBJPROP_COLOR,STOP_Color);
return(0);
            }
//+------------------------------------------------------------------+

int deinit() {
  ObjectDelete("LR("+_FixedDateTime+")");
  ObjectDelete("STOP("+_FixedDateTime+")");
return(0);
             }

//+------------------------------------------------------------------+

int start() {if ( _N_Time == Time[0] ) return(0);

int start, stop, i_max, i_min;

datetime _time = StrToTime(_FixedDateTime);
start = iBarShift(NULL, Period(), _time, false);

 i_min= iLowest(NULL,0,MODE_LOW,start,1);
 i_max= iHighest(NULL,0,MODE_HIGH,start,1); 
 if(iClose(NULL,0,start) < iMA(NULL,0,21,0,MODE_SMMA,PRICE_CLOSE,start))  stop=i_max;
 if(iClose(NULL,0,start) > iMA(NULL,0,21,0,MODE_SMMA,PRICE_CLOSE,start))  stop=i_min;
 
 _N_Time = Time[0];

if(stop>5)
  {int n=start+1;
//---- calculate price values
   double value=iClose(Symbol(),0,0);
   double a,b,c;
   double sumy=value;
   double sumx=0.0;
   double sumxy=0.0;
   double sumx2=0.0;
   for(int i=1; i<n; i++)
     {
      value=iClose(Symbol(),0,i);
      sumy+=value;
      sumxy+=value*i;
      sumx+=i;
      sumx2+=i*i;
     }
   c=sumx2*n-sumx*sumx;
   if(c==0.0) return;
   b=(sumxy*n-sumx*sumy)/c;
   a=(sumy-sumx*b)/n;
  }
ObjectMove("LR("+_FixedDateTime+")", 0, Time[start],0);
ObjectMove("LR("+_FixedDateTime+")", 1, Time[stop],0);
ObjectMove("STOP("+_FixedDateTime+")",0, iTime(NULL, 0,0),a);
//Alert(LR.price.2);

return(0);
}
//+------------------------------------------------------------------+





Sample





Analysis



Market Information Used:

Series array that contains open time of each bar
Series array that contains close prices for each bar


Indicator Curves created:


Indicators Used:

Moving average indicator


Custom Indicators Used:

Order Management characteristics:

Other Features: